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Semi-tied covariance matrices for hidden Markov models
IEEE Transactions on Speech and Audio Processing, 1999There is normally a simple choice made in the form of the covariance matrix to be used with continuous-density HMMs. Either a diagonal covariance matrix is used, with the underlying assumption that elements of the feature vector are independent, or a full or block-diagonal matrix is used, where all or some of the correlations are explicitly modeled ...
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Hidden Markov and semi-Markov models for count time series
2022Hidden Markov models (HMMs) are models in which the distributionthat generates an observation depends on the state of an underlying and unobserved Markov process. HMMs have been employed in a variety of areas, including signal processing, bioinformatics, environment and ecology, and are noted for their flexibility and computational efficiency.
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Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series [PDF]
Hidden Markov Models (HMMs) and Hidden Semi-Markov Models (HSMMs) provide flexible, general-purpose models for univariate and multivariate time series. Although interest in HMMs and HSMMs has continuously increased during the past years, and numerous articles on theoretical and practical aspects have been published, several gaps remain.
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Adaptive Training for Hidden Semi-Markov Model
Proceedings. (ICASSP '05). IEEE International Conference on Acoustics, Speech, and Signal Processing, 2005., 2006Junichi Yamagishi, Takao Kobayashi
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A time-efficient factorial hidden Semi-Markov model for non-intrusive load monitoring
Electric Power Systems Research, 2021Huaiqing Zhang, Wenxiong Peng
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ECG segmentation algorithm based on bidirectional hidden semi-Markov model
Computers in Biology and Medicine, 2022Rui Huo, Liting Zhang, Feifei Liu
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Target Location Method Based on Compressed Sensing in Hidden Semi Markov Model
Electronics (Switzerland), 2022Xin Tian, Guoliang Wei, Wei Guoliang
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PM2.5 concentration prediction using hidden semi-Markov model-based times series data mining
Expert Systems With Applications, 2009Ming Dong, David He, Serap Erdal
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